To separate the lines in the multiline caption set WordWrap to True, and use linebreaks (#13#10) as separators.

To underline a character in a Caption that labels a component, include an ampersand (&) before the character. This type of character is called an accelerator character. The user can then select the component by pressing Alt while typing the underlined character. To display an ampersand character in the caption, use two ampersands (&&).

If the button's glyph does not fits the buton width and shifts behind left edge, use Margin property to specify spacing between the glyph and left edge.